From 2873813562714c1f25eae80d36fd5fb320d608db Mon Sep 17 00:00:00 2001 From: bxdd Date: Wed, 9 Dec 2020 00:08:32 +0800 Subject: [PATCH] update mlp model --- examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml | 2 +- qlib/contrib/model/pytorch_nn.py | 6 +++--- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml index f9bfb46e4..7044fc957 100644 --- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml +++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml @@ -65,7 +65,7 @@ task: lr_decay_steps: 100 optimizer: adam max_steps: 8000 - batch_size: 4096 + batch_size: 8192 GPU: 0 dataset: class: DatasetH diff --git a/qlib/contrib/model/pytorch_nn.py b/qlib/contrib/model/pytorch_nn.py index 2e2a3e885..181546ddd 100644 --- a/qlib/contrib/model/pytorch_nn.py +++ b/qlib/contrib/model/pytorch_nn.py @@ -50,7 +50,7 @@ class DNNModelPytorch(Model): self, input_dim, output_dim, - layers=(256, 512, 768, 512, 256, 128, 64), + layers=(256,), lr=0.001, max_steps=300, batch_size=2000, @@ -126,9 +126,9 @@ class DNNModelPytorch(Model): self.dnn_model = Net(input_dim, output_dim, layers, loss=self.loss_type) if optimizer.lower() == "adam": - self.train_optimizer = optim.Adam(self.dnn_model.parameters(), lr=self.lr) + self.train_optimizer = optim.Adam(self.dnn_model.parameters(), lr=self.lr, weight_decay=2e-4) elif optimizer.lower() == "gd": - self.train_optimizer = optim.SGD(self.dnn_model.parameters(), lr=self.lr) + self.train_optimizer = optim.SGD(self.dnn_model.parameters(), lr=self.lr, weight_decay=2e-4) else: raise NotImplementedError("optimizer {} is not supported!".format(optimizer))